BSCZ vs. COMT
BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - BSCZ is a Corporate Bonds fund tracking the BulletShares® USD Corporate Bond 2035 Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past year, BSCZ returned 5.27% vs 25.27% for COMT. At a correlation of -0.37, they often move in opposite directions. BSCZ charges 0.10%/yr vs 0.48%/yr for COMT.
Performance
BSCZ vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSCZ achieves a 0.26% return, which is significantly lower than COMT's 23.88% return.
BSCZ
- 1D
- 0.10%
- 1M
- 0.62%
- YTD
- 0.26%
- 6M
- 0.46%
- 1Y
- 5.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
BSCZ vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | 0.26% | 5.67% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 4.18% |
Correlation
The correlation between BSCZ and COMT is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | -0.37 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSCZ vs. COMT — Risk / Return Rank
BSCZ
COMT
BSCZ vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSCZ | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.63 | -0.01 |
| Martin ratioReturn relative to average drawdown | 4.90 | 6.99 | -2.09 |
Loading charts...
Drawdowns
BSCZ vs. COMT - Drawdown Comparison
The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BSCZ and COMT.
Loading charts...
Drawdown Indicators
| BSCZ | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.28% | -51.89% | +48.61% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -15.58% | +12.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -1.38% | -15.58% | +14.20% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -24.00% | +23.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 3.65% | -2.57% |
Volatility
BSCZ vs. COMT - Volatility Comparison
The current volatility for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) is 1.41%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that BSCZ experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSCZ | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 5.02% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 3.82% | 19.24% | -15.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.02% | 21.45% | -16.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 21.13% | -16.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | 18.86% | -13.86% |
BSCZ vs. COMT - Expense Ratio Comparison
BSCZ has a 0.10% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
BSCZ vs. COMT - Dividend Comparison
BSCZ's dividend yield for the trailing twelve months is around 4.52%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | 4.52% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
BSCZ and COMT have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to BSCZ (1.41%). In terms of maximum drawdown, BSCZ dropped -3.28% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.27% vs 5.27% for BSCZ. On fees, BSCZ is cheaper at 0.10% per year. On volatility, BSCZ has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 25.27% return vs 5.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSCZ is cheaper with a 0.10% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.25%, compared with 4.52% for BSCZ.
BSCZ is categorized as Corporate Bonds, while COMT is Commodities. BSCZ tracks BulletShares® USD Corporate Bond 2035 Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCZ and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.20 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BSCZ and COMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer